Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction (Q2095906): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Prediction of cryptocurrency returns using machine learning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3327527 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Salience Theory of Choice Under Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random forests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Common risk factors in the returns on stocks and bonds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoencoder asset pricing models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The ostrich effect: Selective attention to information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting benchmarks of long-term stock returns via machine learning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5617408 / rank
 
Normal rank

Revision as of 19:48, 30 July 2024

scientific article
Language Label Description Also known as
English
Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction
scientific article

    Statements

    Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    15 November 2022
    0 references
    investor attention
    0 references
    equity premia
    0 references
    principal component analysis
    0 references
    partial least square
    0 references
    random forest
    0 references
    gradient boosting decision tree
    0 references
    return predictability
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references